Like books that aren't a coming out story? There's the books I already listed, none of those make a major plot point of the character being gay, although it is a part of their lives, just like with straight characters. In addition to that, I recommend:
Detectives:
Donald Strachey - It's good to keep in mind that Stevenson started writing these in the 70s, so there's a little bit of culture shock, and a little bit of laying it on too thick, but they're a good, solid series, with a decently awesome main character. Stachey is skilled, and smart, but also a little bit carefree and fun at the same time. And the movies with Chad Allen are pretty great.
David Brandstetter - This series is even older than Strachey, but if you want a glimpse of decades past set in an almost alternate history Los Angeles, you have an amazing opportunity. As a native Angelino, the scenery in these makes me feel homesick for a version of this city I never even knew. The detective himself is an independent, hardboiled badass with solid, gentlemanly character and money to burn.
Henry Rios - I actually haven't read too much of this guy. He's a little too goody two shoes for my taste. A Mexican American recovering alcoholic lawyer, I think that the writer really wanted Henry to be a shining example of "the community" while maintaining his street cred with a dark and scary past. Meh.
Stan Kraychik - I actually want to read more of this guy, I've only read about a book and a half before I had to give it back to my friend. I like Stan because he is the opposite of what you think of when you think 'private dick.' A perennially single femmy, hairdresser, Stan is, at his core, an iron lady. Think Ms. Marple with balls of steel.
Other:
The Road Home by Michael Thomas Ford - This is a story about middle age, and who we become while we're trying to be who we are. It's sort of 'you can't go home again' meets 'there's no place like home' but with a 40 year old dude who's trying to resolve his daddy issues. There is some coming out drama, but through the lens of 20 years after the fact.
A Single Man by Christopher Isherwood - I kind of feel like this should be required reading for all adults. It's not even like I liked it all that much, but after I'd read it, I felt like it gave me some special kind of knowledge that wasn't there before. It's the tetanus booster of books.
That's all I can think of for now. I'll have to go digging through my bookshelves later.